+1,227.8%
MRVL vs ROKU
+883.2%
+344.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +7.1% | -0.1% | +7.3% | +7.1% |
| 30D | +3.1% | +1.5% | +1.6% | +2.6% |
| 3M | -21.9% | +25.7% | -47.7% | -26.8% |
| 6M | +151.8% | +54.5% | +97.4% | +124.2% |
| YTD | +165.6% | +43.2% | +122.5% | +140.4% |
| 1Y | +242.3% | +56.3% | +186.0% | +201.9% |
| 3Y | +308.2% | +86.1% | +222.1% | +233.1% |
| 5Y | +280.4% | -53.6% | +334.0% | +258.1% |
| All | +1,227.8% | +883.2% | +344.6% | +888.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling